Long Strangle on High Volatility

Hypothetical Options Strategy - As of 2026-03-06 Black-Scholes Model

Premium Paid
$14,181.18
Current Value
$12,479.90
Total P&L
$-1,701.28
Return
-12.00%
Positions
5

Strategy Parameters

Positions by Stock (2 stocks, 5 entries)

GNRC Generac Holdlings Inc. Industrials 📈 📊 🔍
Current: $206.40
Premium: $6,891.57 Value: $6,513.30 P&L: $-378.26 (-5.5%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Premium P&L Status
#1 2026-03-02
high vol entry		 4d $230.38
Now -10.4%		 $223.47 P
$237.29 C		 $188.63
$272.13		 1 $3,483.67 $-33.88
(-1.0%)
Black-Scholes 		26d
Max Loss Zone
10.4% moved
#2 2026-02-27
high vol entry		 7d $225.37
Now -8.4%		 $218.61 P
$232.13 C		 $184.53
$266.21		 1 $3,407.89 $-344.38
(-10.1%)
Black-Scholes 		23d
Max Loss Zone
8.4% moved
CHRW C.H. Robinson Worldwide, Inc. Industrials 📈 📊 🔍
Current: $178.78
Premium: $7,289.61 Value: $5,966.60 P&L: $-1,323.02 (-18.1%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Premium P&L Status
#1 2026-03-05
high vol entry		 1d $184.81
Now -3.3%		 $179.27 P
$190.35 C		 $154.95
$214.67		 1 $2,431.71 $-66.61
(-2.7%)
Black-Scholes 		29d
Max Loss Zone
3.3% moved
#2 2026-02-26
high vol entry		 8d $184.08
Now -2.9%		 $178.56 P
$189.60 C		 $154.34
$213.82		 1 $2,421.94 $-423.91
(-17.5%)
Black-Scholes 		22d
Max Loss Zone
2.9% moved
#3 2026-02-19
high vol entry		 15d $185.19
Now -3.5%		 $179.63 P
$190.75 C		 $155.27
$215.11		 1 $2,435.96 $-832.49
(-34.2%)
Black-Scholes 		15d
Max Loss Zone
3.5% moved